+340.6%
STRL vs UEC
+18.1%
+322.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -2.2% |
| 7D | +15.7% | -3.8% | +19.4% | +17.5% |
| 30D | -35.5% | -13.5% | -22.0% | -31.1% |
| 3M | -47.1% | -40.5% | -6.7% | -36.0% |
| 6M | -65.8% | -56.7% | -9.1% | -54.4% |
| YTD | -4.5% | -43.0% | +38.5% | +13.5% |
| 1Y | -10.5% | -42.5% | +32.1% | +5.8% |
| 3Y | +340.6% | +11.6% | +329.1% | +299.3% |
| All | +340.6% | +18.1% | +322.5% | +299.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded UEC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling